+247.0%
EOG vs PBF
+303.9%
-56.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +1.3% | +4.3% | -3.0% | 0.0% |
| 30D | +8.2% | +22.0% | -13.8% | +1.4% |
| 3M | +3.8% | +74.5% | -70.7% | -13.7% |
| 6M | +15.3% | +67.7% | -52.4% | -4.2% |
| YTD | +41.7% | +179.2% | -137.5% | -0.3% |
| 1Y | +23.6% | +170.0% | -146.4% | -13.7% |
| 3Y | +23.3% | +66.4% | -43.1% | -5.8% |
| 5Y | +170.4% | +764.5% | -594.1% | +16.9% |
| 10Y | +125.5% | +358.5% | -233.0% | -4.8% |
| All | +247.0% | +303.9% | -56.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling